XGSI.L vs. CCLFX
Compare and contrast key facts about Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.L) and Cliffwater Corporate Lending Fund (CCLFX).
XGSI.L is a passively managed fund by DWS that tracks the performance of the Bloomberg Global Aggregate TR Hdg USD. It was launched on Apr 18, 2017. CCLFX is managed by Cliffwater. It was launched on Mar 6, 2019.
Performance
XGSI.L vs. CCLFX - Performance Comparison
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XGSI.L vs. CCLFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XGSI.L Xtrackers Global Government Bond UCITS ETF 3C USD hedged | -0.36% | 3.99% | 1.24% | 5.84% | -13.31% | -2.49% | 5.86% | 2.62% |
CCLFX Cliffwater Corporate Lending Fund | 0.96% | 8.93% | 12.62% | 12.66% | 2.32% | 10.38% | 8.73% | 2.12% |
Returns By Period
In the year-to-date period, XGSI.L achieves a -0.36% return, which is significantly lower than CCLFX's 0.96% return.
XGSI.L
- 1D
- 0.21%
- 1M
- -1.54%
- YTD
- -0.36%
- 6M
- 1.27%
- 1Y
- 2.35%
- 3Y*
- 2.55%
- 5Y*
- -0.67%
- 10Y*
- —
CCLFX
- 1D
- 0.00%
- 1M
- 0.48%
- YTD
- 0.96%
- 6M
- 3.09%
- 1Y
- 7.64%
- 3Y*
- 10.90%
- 5Y*
- 8.81%
- 10Y*
- —
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XGSI.L vs. CCLFX - Expense Ratio Comparison
XGSI.L has a 0.25% expense ratio, which is lower than CCLFX's 3.42% expense ratio.
Return for Risk
XGSI.L vs. CCLFX — Risk / Return Rank
XGSI.L
CCLFX
XGSI.L vs. CCLFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.L) and Cliffwater Corporate Lending Fund (CCLFX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| XGSI.L | CCLFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.52 | 8.00 | -7.48 |
Sortino ratioReturn per unit of downside risk | 0.75 | 16.02 | -15.26 |
Omega ratioGain probability vs. loss probability | 1.10 | 5.88 | -4.78 |
Calmar ratioReturn relative to maximum drawdown | 0.90 | 16.71 | -15.81 |
Martin ratioReturn relative to average drawdown | 2.56 | 101.37 | -98.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XGSI.L | CCLFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | 8.00 | -7.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 5.15 | -5.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 4.53 | -4.30 |
Correlation
The correlation between XGSI.L and CCLFX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
XGSI.L vs. CCLFX - Dividend Comparison
XGSI.L has not paid dividends to shareholders, while CCLFX's dividend yield for the trailing twelve months is around 10.37%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XGSI.L Xtrackers Global Government Bond UCITS ETF 3C USD hedged | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CCLFX Cliffwater Corporate Lending Fund | 10.37% | 10.47% | 11.27% | 10.96% | 3.96% | 7.03% | 6.90% | 0.61% |
Drawdowns
XGSI.L vs. CCLFX - Drawdown Comparison
The maximum XGSI.L drawdown since its inception was -17.29%, which is greater than CCLFX's maximum drawdown of -3.91%. Use the drawdown chart below to compare losses from any high point for XGSI.L and CCLFX.
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Drawdown Indicators
| XGSI.L | CCLFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.29% | -3.91% | -13.38% |
Max Drawdown (1Y)Largest decline over 1 year | -2.64% | -0.38% | -2.26% |
Max Drawdown (5Y)Largest decline over 5 years | -16.39% | -2.25% | -14.14% |
Current DrawdownCurrent decline from peak | -6.48% | -0.09% | -6.39% |
Average DrawdownAverage peak-to-trough decline | -5.67% | -0.16% | -5.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 0.08% | +0.85% |
Volatility
XGSI.L vs. CCLFX - Volatility Comparison
Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.L) has a higher volatility of 1.50% compared to Cliffwater Corporate Lending Fund (CCLFX) at 0.23%. This indicates that XGSI.L's price experiences larger fluctuations and is considered to be riskier than CCLFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XGSI.L | CCLFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.50% | 0.23% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 2.95% | 0.65% | +2.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.48% | 0.97% | +3.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.24% | 1.74% | +3.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.76% | 1.89% | +2.87% |